+20.9%
MS vs MTUM
+9.7%
+11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.3% |
| 7D | +2.6% | -10.1% | +12.7% | +8.8% |
| 30D | +2.6% | -15.6% | +18.2% | +12.7% |
| 3M | -10.1% | -12.7% | +2.7% | -3.2% |
| 6M | +4.4% | -3.7% | +8.1% | +1.5% |
| YTD | +11.7% | +9.4% | +2.3% | -2.4% |
| 1Y | +20.9% | +10.2% | +10.7% | +4.9% |
| All | +20.9% | +9.7% | +11.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling